+41.2%
USB vs CLBK
+42.8%
-1.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +1.2% | +0.2% | +0.8% |
| 30D | -1.3% | +9.1% | -10.4% | -5.7% |
| 3M | +15.2% | +27.7% | -12.4% | +1.2% |
| 6M | +18.8% | +40.8% | -22.0% | -0.9% |
| YTD | +21.0% | +66.4% | -45.4% | -7.8% |
| 1Y | +34.0% | +72.4% | -38.4% | -0.2% |
| 3Y | +95.3% | +50.7% | +44.6% | +52.8% |
| All | +41.2% | +42.8% | -1.6% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling